Abstract
In this contest, we use three main techniques to price option:
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References
Black, F., & Scholes, M. (1973). The pricing options and corporate liabilities. Journal of Political Economy, 81, 637–654.
Cox, J., Ross, S., & Rubinstein, M. (1979). Option pricing, a simplified approach. Journal of Financial Economics, 7, 229–263.
Rendleman, J., & Bartter, B. (1979). Two-state option pricing. Journal of Finance, 34, 1093–1110.
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De Luca, P. (2023). Option Pricing. In: Corporate Finance. Springer Texts in Business and Economics. Springer, Cham. https://doi.org/10.1007/978-3-031-18300-3_27
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DOI: https://doi.org/10.1007/978-3-031-18300-3_27
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